Tianshun Yan

Available identifiers

Publication	Date of Publication	Type
Likelihood-based estimation of a semiparametric time-dependent jump diffusion model of the short-term interest rate	2020-07-28	Paper
Estimation for a second-order jump diffusion model from discrete observations: application to stock market returns	2019-02-20	Paper
A test for a parametric form of the volatility in second-order diffusion models	2018-02-07	Paper
Local polynomial regression solution for differential equations with initial and boundary values	2014-10-13	Paper
Local polynomial regression solution for partial differential equations with initial and boundary values	2012-10-19	Paper
Two-stage method based on local polynomial fitting for a linear heteroscedastic regression model and its application in economics	2012-08-14	Paper

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